-1.8%
CARR vs XRT
+18.0%
-19.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -2.9% |
| 7D | -0.7% | +8.0% | -8.7% | -5.5% |
| 30D | +0.3% | +13.0% | -12.7% | -7.6% |
| 3M | -14.9% | +1.7% | -16.6% | -15.8% |
| 6M | -14.9% | +12.6% | -27.4% | -22.5% |
| YTD | +7.0% | +10.7% | -3.6% | -2.4% |
| 1Y | -1.8% | +18.4% | -20.1% | -15.5% |
| All | -1.8% | +18.0% | -19.7% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling